+82.2%
CHRW vs CPAY
+101.0%
-18.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +7.3% | +1.6% | +5.7% | +7.0% |
| 30D | -3.6% | +17.6% | -21.2% | -6.8% |
| 3M | -9.6% | +8.7% | -18.3% | -11.2% |
| 6M | -17.0% | +39.5% | -56.5% | -22.9% |
| YTD | -15.4% | +53.6% | -69.0% | -22.6% |
| 1Y | -10.0% | +63.3% | -73.2% | -18.4% |
| 3Y | +82.2% | +101.7% | -19.6% | +46.0% |
| All | +82.2% | +101.0% | -18.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling